The First Golden Order Module is a very attractive buy, because it lets you deploy three copies of the same order. Also, one of the orders is turbo-charged. Typically early on this will be a build order, because of the extra resource it provides and the extra build limit.

However, if you're getting clobbered, the golden order module might not be such a great idea - if your build orders are getting cancelled because there are, for example, 73 zerglings on the planet you wanted to build on and no space to build, you're going to get more long term economic benefit from having built a worker and a supply depot. That worker and depot can act on a build order on any planet, not just the planet that you're currently sucking on.